| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,045.25 |
2,042.75 |
-2.50 |
-0.1% |
1,989.25 |
| High |
2,047.75 |
2,067.75 |
20.00 |
1.0% |
2,053.00 |
| Low |
2,028.75 |
2,041.00 |
12.25 |
0.6% |
1,988.75 |
| Close |
2,042.25 |
2,066.25 |
24.00 |
1.2% |
2,044.50 |
| Range |
19.00 |
26.75 |
7.75 |
40.8% |
64.25 |
| ATR |
29.29 |
29.11 |
-0.18 |
-0.6% |
0.00 |
| Volume |
1,071 |
2,955 |
1,884 |
175.9% |
4,180 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.50 |
2,129.25 |
2,081.00 |
|
| R3 |
2,111.75 |
2,102.50 |
2,073.50 |
|
| R2 |
2,085.00 |
2,085.00 |
2,071.25 |
|
| R1 |
2,075.75 |
2,075.75 |
2,068.75 |
2,080.50 |
| PP |
2,058.25 |
2,058.25 |
2,058.25 |
2,060.75 |
| S1 |
2,049.00 |
2,049.00 |
2,063.75 |
2,053.50 |
| S2 |
2,031.50 |
2,031.50 |
2,061.25 |
|
| S3 |
2,004.75 |
2,022.25 |
2,059.00 |
|
| S4 |
1,978.00 |
1,995.50 |
2,051.50 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,197.25 |
2,079.75 |
|
| R3 |
2,157.25 |
2,133.00 |
2,062.25 |
|
| R2 |
2,093.00 |
2,093.00 |
2,056.25 |
|
| R1 |
2,068.75 |
2,068.75 |
2,050.50 |
2,081.00 |
| PP |
2,028.75 |
2,028.75 |
2,028.75 |
2,034.75 |
| S1 |
2,004.50 |
2,004.50 |
2,038.50 |
2,016.50 |
| S2 |
1,964.50 |
1,964.50 |
2,032.75 |
|
| S3 |
1,900.25 |
1,940.25 |
2,026.75 |
|
| S4 |
1,836.00 |
1,876.00 |
2,009.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.75 |
2,001.00 |
66.75 |
3.2% |
22.25 |
1.1% |
98% |
True |
False |
1,449 |
| 10 |
2,067.75 |
1,984.50 |
83.25 |
4.0% |
29.25 |
1.4% |
98% |
True |
False |
1,316 |
| 20 |
2,090.50 |
1,976.75 |
113.75 |
5.5% |
32.50 |
1.6% |
79% |
False |
False |
857 |
| 40 |
2,095.75 |
1,976.75 |
119.00 |
5.8% |
28.00 |
1.4% |
75% |
False |
False |
572 |
| 60 |
2,095.75 |
1,922.25 |
173.50 |
8.4% |
25.75 |
1.3% |
83% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.50 |
|
2.618 |
2,137.75 |
|
1.618 |
2,111.00 |
|
1.000 |
2,094.50 |
|
0.618 |
2,084.25 |
|
HIGH |
2,067.75 |
|
0.618 |
2,057.50 |
|
0.500 |
2,054.50 |
|
0.382 |
2,051.25 |
|
LOW |
2,041.00 |
|
0.618 |
2,024.50 |
|
1.000 |
2,014.25 |
|
1.618 |
1,997.75 |
|
2.618 |
1,971.00 |
|
4.250 |
1,927.25 |
|
|